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cspec (version 0.1.2)

Complete Discrete Fourier Transform (DFT) and Periodogram

Description

Calculate the predictive discrete Fourier transform, complete discrete Fourier transform, complete periodogram, and tapered complete periodogram. This algorithm is based on the preprint "Spectral methods for small sample time series: A complete periodogram approach" (2020) by Sourav Das, Suhasini Subba Rao, and Junho Yang.

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Version

Install

install.packages('cspec')

Monthly Downloads

133

Version

0.1.2

License

GPL-2

Maintainer

Junho Yang

Last Published

June 29th, 2020

Functions in cspec (0.1.2)

taperDFT

Tapered DFT
tapered.complete.pgram

Tapered Complete Periodogram
complete.pgram

Complete Periodogram
completeDFT

Complete DFT
predictiveDFT

Predictive DFT.
fft2

A new DFT function